Do you think the Autoglym removes my wax as well as the insects?
Probably will; best thing to do with dried-on insects is to soak them with water as soon as you can, this will re-hydrate them and they will soften up and wipe off easily. No need to use bug removers.
Absolute tosh, it may remove the bug, but the acidic guts will stain the paint and you need a bug/tar remover for it.
You think so eh? I have NO insect marks on my paint work and I NEVER use bug removers. Spraying with plenty of water and washing with a high quality car wash such as Meguiars Gold Class gets them off and it also dilutes the acids and reduces any effect. By the time you come to using a bug remover any damage that could have been done will have been done anyway.
Your getting there, you have went from a soak in water and wipe off easily, to spraying with water - use a high quality wash like megs gold and wash off.
Meg's gold and almost all of the top brands of wash dont even touch your wax coat, never mind take off bug splat. Of course you may get a large percentage of it off, but thats just thats the way when washing and rubbing, but for the stubborn stuff you need a remover.
I use AS Tardis, its the best, I spray on and 2 mins later its melted away and dripping off the car. No rubbing (FroGTI)